Closed-loop Robust Identification Using the Direct Approach

Abstract. The aim of the given paper is a development of the direct approach used for the estimation of parameters of a closed-loop discrete-time dynamic system in the case of additive noise with outliers contaminated uniformly in it (Fig. 1). To calculate M-estimates of unknown parameters of such a system by means of processing input and noisy output observations (Fig. 2), the recursive robust H-technique based on an ordinary recursive least square (RLS) algorithm is applied here. The results of numerical simulation of closed-loop system (Fig. 3) by computer (Figs. 4

• Type: Journal
• Year: 2000
• Where: INFORMATICALT
• Authors: Rimantas Pupeikis
• Keywords: Closed-loop, Direct Approach, INFORMATICALT 2000, Noisy Output Observations